Bellman最优性原理在多阶段不确定最优控制中的应用

摘要

Optimal control is the core of modern control theory.A multi-stage uncertain optimal control model is built for a multi-stage optimal system which is disturbed by an uncertain variable at every stage.Based on the model,a set of recursive formula is obtained by using Bellman's principle of optimality in dynamic programming.%最优控制是现代控制理论的核心.在多阶段最优控制系统中,当不确定变量对状态转移方程里的状态变量干扰时,建立多阶段不确定最优控制系统模型.对所得模型,运用动态规划中Bellman最优性原理,证明得出一组递推公式.